HOME DEPOT
Every Home Depot store now has a CFL bulb recycling center. Just put your old (unbroken) CFL bulbs in a plastic bag and drop them off in the orange boxes provided at your local Home Depot store. According to Home Depot:
The bulbs will then be managed responsibly by an environmental management company who will coordinate CFL packaging, transportation and recycling to maximize safety and ensure environmental compliance.
Thank you Home Depot!
http://www6.homedepot.com/ecooptions/stage/pdf/cfl_recycle.pdf
Think Outside The Bin
Think Outside The Bin 
This is a very neat idea! It will help with the environment plus will help you save money! I also found this article (https://www.getkuna.com/blogs/go-green-with-home-lighting/) talking about going green with home lighting. Give it a read!